#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Models.Equity;
using Cephei.QL;
namespace Cephei.QL.Pricingengines.Vanilla
{
    /// <summary> 
	/// ! References:  Jin-Chuan Duan, Genevieve Gauthier, Jean-Guy Simonato, Caroline Sasseville, 2006. Approximating the GJR-GARCH and EGARCH option pricing models analytically Journal of Computational Finance, Volume 9, Number 3, Spring 2006  \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in the Duan et al's 2006 paper.
	/// </summary>
    [Guid ("F56CC760-B7EF-4857-8770-F4788796B4C6"),ComVisible(true)]
	public interface IAnalyticGJRGARCHEngine : Cephei.QL.IPricingEngine
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 IAnalyticGJRGARCHEngine Calculate {get;}
    }   

    /// <summary> 
	/// ! References:  Jin-Chuan Duan, Genevieve Gauthier, Jean-Guy Simonato, Caroline Sasseville, 2006. Approximating the GJR-GARCH and EGARCH option pricing models analytically Journal of Computational Finance, Volume 9, Number 3, Spring 2006  \ingroup vanillaengines  \test the correctness of the returned value is tested by reproducing results available in the Duan et al's 2006 paper. Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IAnalyticGJRGARCHEngine_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IAnalyticGJRGARCHEngine Create (Cephei.QL.Models.Equity.IGJRGARCHModel model);
    }
}

